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APPLICATIONS OF DIFFERENTIAL GEOMETRY TO ECONOMETRICS

by Paul Marriott; Mark Salmon

Published by Cambridge University Press. 1st. 2000

Slightly better than very good condition in a very good dustwrapper. An introductory chapter provides a brief tutorial for those unfamiliar with the tools of differential geometry. The topics covered in the following chapters demonstrate the power of the geometric method to provide practical solutions and insight into problems of econometric inference. Burgundy cloth boards, gilt title to spine. viii and 324 pages including index.

Light shelf-wear to top & tail of spine. Text block slightly grubby. Name & date in ink to top edge of front endpaper, else contents cleawn. Dustwrapper is lightly scuffed, lightly faded to spine and is rubbed at corners.

ISBN: 0521651166
Stock no. 1830318

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Contents

  • List of Figures and Tables
  • List of Contributors
  • 1 An introduction to differential geometry in econometrics
  • PAUL MARRIOTT AND MARK SALMON
  • 2 Nested models, orthogonal projection and encompassing
  • MAOZU LU AND GRAYHAM E MIZON
  • 3 Exact properties of the maximum likelihood estimator in exponential regression models: a differential geometric approach
  • GRANT HILLIER AND RAY O'BRIEN
  • 4 Empirical likelihood estimation and inference
  • RICHARD J SMITH
  • 5 Efficiency and robustness in a geometrical perspective
  • RUSSELL DAVIDSON
  • 6 Measuring earnings differentials with frontier functions and Rao distances
  • UWE JENSEN
  • 7 First-Order optimal predictive densities
  • JM CORCUERA AND F GIUMMOLE
  • 8 An alternative comparison of classical tests, assessing the effects of curvature
  • KEES JAN VAN GARDEREN
  • 9 Testing for unit roots in AR and MA Models
  • THOMAS J ROTHENBERG
  • 10 An elementary account of Amari's expected geometry
  • FRANK CRITCHLEY, PAUL MARRIOTT AND MARK SALMON
  • Index

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